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DZ Bank Call 95 HEI 21.03.2025/  DE000DJ0S413  /

EUWAX
9/2/2024  8:12:54 AM Chg.0.000 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.830EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 HEIDELBERG MATERIALS... 95.00 - 3/21/2025 Call
 

Master data

WKN: DJ0S41
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 3/21/2025
Issue date: 3/30/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.75
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.07
Implied volatility: 0.27
Historic volatility: 0.23
Parity: 0.07
Time value: 0.82
Break-even: 103.90
Moneyness: 1.01
Premium: 0.09
Premium p.a.: 0.16
Spread abs.: 0.04
Spread %: 4.71%
Delta: 0.59
Theta: -0.02
Omega: 6.36
Rho: 0.26
 

Quote data

Open: 0.830
High: 0.830
Low: 0.830
Previous Close: 0.830
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.06%
1 Month  
+2.47%
3 Months
  -32.52%
YTD  
+80.43%
1 Year  
+112.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.750
1M High / 1M Low: 0.830 0.520
6M High / 6M Low: 1.520 0.520
High (YTD): 5/16/2024 1.520
Low (YTD): 1/3/2024 0.400
52W High: 5/16/2024 1.520
52W Low: 11/7/2023 0.200
Avg. price 1W:   0.780
Avg. volume 1W:   0.000
Avg. price 1M:   0.649
Avg. volume 1M:   0.000
Avg. price 6M:   1.069
Avg. volume 6M:   0.000
Avg. price 1Y:   0.736
Avg. volume 1Y:   0.000
Volatility 1M:   143.32%
Volatility 6M:   129.86%
Volatility 1Y:   131.09%
Volatility 3Y:   -